+3.8%
VUG vs PCOR
-2.2%
+6.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | +4.4% | +2.2% | +2.2% | +4.2% |
| 30D | -7.3% | +37.4% | -44.8% | -9.9% |
| 3M | -4.2% | +33.2% | -37.4% | -6.7% |
| 6M | -1.6% | +60.6% | -62.2% | -5.4% |
| YTD | +4.9% | +6.2% | -1.3% | +8.7% |
| 1Y | +3.8% | -1.1% | +4.9% | +10.5% |
| All | +3.8% | -2.2% | +6.0% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling